game engine hides cursor (windows 8.1/parallels) Also a OS X 10.12.5 issue.
To see the mouse cursor when bge is running active Mouse cursor checkbox in render tab of property panel.





Or use a script to show the mouse cursor.




You can use logic or render to show the mouse cursor while BGE is running.


Using bge.logic.mouse

 from bge import logic
 logic.mouse.visible = True # 1 or True are acepted, to disable 0 or Flase

Using bge.render.showMouse()

from bge import render
render.showMouse(1) # 1 or True are acepted, to disable 0 or False



NOTE: When BGE is running you are unable to make change to configurations, property, objects, scripts, etc.